So far the only two BSGs i've seen in the game were in Falcars room, and you don't get to keep those.

Those two are quest related and only there for show, they either don't work or mess up the game beyond hope if used (can't remember which).

You have to be extremely lucky to find Black Soul Gems. I may have found one or two in my time playing Oblivion. Even then, by the time I found them, I had no real use for them because I could already create my own.